Counterparty Risk & XVA Functional Analyst

Infinity Quest Uk; Málaga; On-site; EUR 60,000 - 90,000; Full time

Job summary

Infinity Quest Uk is seeking an experienced risk professional to lead Counterparty Risk and XVA initiatives in Corporate and Investment Banking markets. You will translate business needs into functional specifications and define key risk metrics for reporting and validation.

You will collaborate with Trading, Risk, Quants, and data teams to implement reports and dashboards, oversee functional testing and UAT, and ensure data quality across multiple sources.

Qualifications

• 3+ years in CIB markets or risk projects
• Strong knowledge of Counterparty Credit Risk and XVA
• Experience with SQL and data validation

Responsibilities

• Gather, analyze and define business requirements related to Counterparty Risk and XVA
• Translate business needs into functional specifications for technical teams
• Define and validate XVA and Counterparty Risk metrics, calculations and reporting requirements
• Perform GAP analysis and define as-is / to-be processes and functionalities
• Analyze and validate financial products, exposures and risk data
• Perform data analysis, reconciliation and validation across different sources and systems
• Define and coordinate functional testing and UAT, including test scenarios and acceptance criteria
• Identify and follow up on functional, calculation and data quality issues
• Collaborate closely with Trading Desks, Risk, Quants and other business stakeholders
• Work with Atoti Developers and Data Engineers to ensure correct implementation of functional requirements
• Support the definition of new reports, dashboards and analytical capabilities
• Coordinate requirements and deliveries across different stakeholders and technical teams
• Support certification, production releases and post-production validation
• Maintain functional documentation and ensure traceability between requirements, developments and testing

Skills

Counterparty Credit Risk

XVA concepts

Functional testing

Risk reporting

SQL

Tools

Atoti / ActiveViam

DataLake / Databricks

REST APIs / Microservices

Job description

Infinity Quest Uk is seeking an experienced risk professional to lead Counterparty Risk and XVA initiatives in Corporate and Investment Banking markets. You will translate business needs into functional specifications and define key risk metrics for reporting and validation.

You will collaborate with Trading, Risk, Quants, and data teams to implement reports and dashboards, oversee functional testing and UAT, and ensure data quality across multiple sources.